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BANKNIFTY
Nifty Bank

51170.7 -62.30 (-0.12%)

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Historical option data for BANKNIFTY

26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 53200 CE
Delta: 0.26
Vega: 50.18
Theta: -13.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 329 -2.20 14.05 69,054 4,829 9,569
24 Dec 51233.00 331.2 -33.35 13.03 6,542 895 4,679
23 Dec 51317.60 364.55 6.75 13.36 4,917 318 3,776
20 Dec 50759.20 357.8 -265.75 14.63 4,720 981 3,464
19 Dec 51575.70 623.55 -257.25 15.02 3,751 569 2,482
18 Dec 52139.55 880.8 -303.95 14.99 2,487 365 1,921
17 Dec 52834.80 1184.75 -401.45 14.92 2,492 641 1,556
16 Dec 53581.35 1586.2 26.10 14.42 401 20 913
13 Dec 53583.80 1560.1 92.40 11.86 2,042 221 899
12 Dec 53216.45 1467.7 -87.30 13.98 461 134 677
11 Dec 53391.35 1555 -99.50 13.48 193 -36 550
10 Dec 53577.70 1654.5 84.85 12.57 179 24 610
9 Dec 53407.75 1569.65 -102.95 12.91 237 1 586
6 Dec 53509.50 1672.6 -19.20 12.91 207 -21 586
5 Dec 53603.55 1691.8 167.80 11.88 859 -76 610
4 Dec 53266.90 1524 318.40 12.69 1,316 51 695
3 Dec 52695.75 1205.6 200.60 12.76 907 425 645
2 Dec 52109.00 1005 53.45 13.51 147 10 118
29 Nov 52055.60 951.55 -48.45 12.84 179 20 108
28 Nov 51906.85 1000 -80.00 13.45 81 66 89
27 Nov 52301.80 1080 81.10 12.43 1 0 22
26 Nov 52191.50 998.9 -50.50 12.03 16 4 18
25 Nov 52207.50 1049.4 -880.80 12.39 16 14 14
22 Nov 51135.40 1930.2 0.00 1.20 0 0 0
21 Nov 50372.90 1930.2 0.00 1.76 0 0 0
19 Nov 50626.50 1930.2 0.00 1.70 0 0 0
18 Nov 50363.80 1930.2 0.00 1.72 0 0 0
14 Nov 50179.55 1930.2 0.00 1.82 0 0 0
13 Nov 50088.35 1930.2 0.00 1.72 0 0 0
12 Nov 51157.80 1930.2 0.00 0.95 0 0 0
11 Nov 51876.75 1930.2 0.00 0.26 0 0 0
8 Nov 51561.20 1930.2 0.00 0.48 0 0 0
7 Nov 51916.50 1930.2 0.00 0.12 0 0 0
6 Nov 52317.40 1930.2 0.00 - 0 0 0
5 Nov 52207.25 1930.2 0.00 - 0 0 0
4 Nov 51215.25 1930.2 1930.20 0.62 0 0 0
1 Nov 51673.90 0 0.00 0.17 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 53200 expiring on 29JAN2025

Delta for 53200 CE is 0.26

Historical price for 53200 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 329, which was -2.20 lower than the previous day. The implied volatity was 14.05, the open interest changed by 4829 which increased total open position to 9569


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 331.2, which was -33.35 lower than the previous day. The implied volatity was 13.03, the open interest changed by 895 which increased total open position to 4679


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 364.55, which was 6.75 higher than the previous day. The implied volatity was 13.36, the open interest changed by 318 which increased total open position to 3776


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 357.8, which was -265.75 lower than the previous day. The implied volatity was 14.63, the open interest changed by 981 which increased total open position to 3464


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 623.55, which was -257.25 lower than the previous day. The implied volatity was 15.02, the open interest changed by 569 which increased total open position to 2482


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 880.8, which was -303.95 lower than the previous day. The implied volatity was 14.99, the open interest changed by 365 which increased total open position to 1921


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1184.75, which was -401.45 lower than the previous day. The implied volatity was 14.92, the open interest changed by 641 which increased total open position to 1556


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1586.2, which was 26.10 higher than the previous day. The implied volatity was 14.42, the open interest changed by 20 which increased total open position to 913


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1560.1, which was 92.40 higher than the previous day. The implied volatity was 11.86, the open interest changed by 221 which increased total open position to 899


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1467.7, which was -87.30 lower than the previous day. The implied volatity was 13.98, the open interest changed by 134 which increased total open position to 677


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1555, which was -99.50 lower than the previous day. The implied volatity was 13.48, the open interest changed by -36 which decreased total open position to 550


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1654.5, which was 84.85 higher than the previous day. The implied volatity was 12.57, the open interest changed by 24 which increased total open position to 610


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1569.65, which was -102.95 lower than the previous day. The implied volatity was 12.91, the open interest changed by 1 which increased total open position to 586


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1672.6, which was -19.20 lower than the previous day. The implied volatity was 12.91, the open interest changed by -21 which decreased total open position to 586


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1691.8, which was 167.80 higher than the previous day. The implied volatity was 11.88, the open interest changed by -76 which decreased total open position to 610


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1524, which was 318.40 higher than the previous day. The implied volatity was 12.69, the open interest changed by 51 which increased total open position to 695


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1205.6, which was 200.60 higher than the previous day. The implied volatity was 12.76, the open interest changed by 425 which increased total open position to 645


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1005, which was 53.45 higher than the previous day. The implied volatity was 13.51, the open interest changed by 10 which increased total open position to 118


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 951.55, which was -48.45 lower than the previous day. The implied volatity was 12.84, the open interest changed by 20 which increased total open position to 108


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1000, which was -80.00 lower than the previous day. The implied volatity was 13.45, the open interest changed by 66 which increased total open position to 89


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1080, which was 81.10 higher than the previous day. The implied volatity was 12.43, the open interest changed by 0 which decreased total open position to 22


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 998.9, which was -50.50 lower than the previous day. The implied volatity was 12.03, the open interest changed by 4 which increased total open position to 18


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1049.4, which was -880.80 lower than the previous day. The implied volatity was 12.39, the open interest changed by 14 which increased total open position to 14


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1930.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1930.2, which was 1930.20 higher than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 53200 PE
Delta: -0.71
Vega: 53.71
Theta: -2.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1955.1 200.15 16.48 7,041 2,477 4,184
24 Dec 51233.00 1754.95 -50.05 13.73 710 172 1,743
23 Dec 51317.60 1805 -451.45 14.86 67 -29 1,571
20 Dec 50759.20 2256.45 616.10 17.22 307 -66 1,600
19 Dec 51575.70 1640.35 330.05 15.36 707 -88 1,672
18 Dec 52139.55 1310.3 313.70 15.61 1,407 106 1,761
17 Dec 52834.80 996.6 267.55 15.23 2,817 -42 1,659
16 Dec 53581.35 729.05 0.85 15.43 1,121 512 1,712
13 Dec 53583.80 728.2 -131.15 15.84 2,750 -188 1,178
12 Dec 53216.45 859.35 50.35 15.49 8,991 545 1,391
11 Dec 53391.35 809 7.65 15.59 165 17 827
10 Dec 53577.70 801.35 -64.25 16.48 308 -2 805
9 Dec 53407.75 865.6 52.50 16.33 363 -53 801
6 Dec 53509.50 813.1 -11.90 15.74 492 54 837
5 Dec 53603.55 825 -111.00 16.34 1,488 -134 785
4 Dec 53266.90 936 -246.40 15.94 1,056 407 936
3 Dec 52695.75 1182.4 -271.65 15.98 571 207 521
2 Dec 52109.00 1454.05 20.60 16.00 136 107 314
29 Nov 52055.60 1433.45 -23.95 15.06 135 106 208
28 Nov 51906.85 1457.4 -908.45 15.06 125 101 101
27 Nov 52301.80 2365.85 0.00 - 0 0 0
26 Nov 52191.50 2365.85 0.00 - 0 0 0
25 Nov 52207.50 2365.85 0.00 - 0 0 0
22 Nov 51135.40 2365.85 0.00 - 0 0 0
21 Nov 50372.90 2365.85 0.00 - 0 0 0
19 Nov 50626.50 2365.85 0.00 - 0 0 0
18 Nov 50363.80 2365.85 0.00 - 0 0 0
14 Nov 50179.55 2365.85 0.00 - 0 0 0
13 Nov 50088.35 2365.85 0.00 - 0 0 0
12 Nov 51157.80 2365.85 0.00 - 0 0 0
11 Nov 51876.75 2365.85 0.00 - 0 0 0
8 Nov 51561.20 2365.85 0.00 - 0 0 0
7 Nov 51916.50 2365.85 0.00 - 0 0 0
6 Nov 52317.40 2365.85 0.00 0.39 0 0 0
5 Nov 52207.25 2365.85 2365.85 0.14 0 0 0
4 Nov 51215.25 0 0.00 - 0 0 0
1 Nov 51673.90 0 0.00 - 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 53200 expiring on 29JAN2025

Delta for 53200 PE is -0.71

Historical price for 53200 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1955.1, which was 200.15 higher than the previous day. The implied volatity was 16.48, the open interest changed by 2477 which increased total open position to 4184


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1754.95, which was -50.05 lower than the previous day. The implied volatity was 13.73, the open interest changed by 172 which increased total open position to 1743


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1805, which was -451.45 lower than the previous day. The implied volatity was 14.86, the open interest changed by -29 which decreased total open position to 1571


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2256.45, which was 616.10 higher than the previous day. The implied volatity was 17.22, the open interest changed by -66 which decreased total open position to 1600


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1640.35, which was 330.05 higher than the previous day. The implied volatity was 15.36, the open interest changed by -88 which decreased total open position to 1672


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1310.3, which was 313.70 higher than the previous day. The implied volatity was 15.61, the open interest changed by 106 which increased total open position to 1761


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 996.6, which was 267.55 higher than the previous day. The implied volatity was 15.23, the open interest changed by -42 which decreased total open position to 1659


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 729.05, which was 0.85 higher than the previous day. The implied volatity was 15.43, the open interest changed by 512 which increased total open position to 1712


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 728.2, which was -131.15 lower than the previous day. The implied volatity was 15.84, the open interest changed by -188 which decreased total open position to 1178


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 859.35, which was 50.35 higher than the previous day. The implied volatity was 15.49, the open interest changed by 545 which increased total open position to 1391


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 809, which was 7.65 higher than the previous day. The implied volatity was 15.59, the open interest changed by 17 which increased total open position to 827


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 801.35, which was -64.25 lower than the previous day. The implied volatity was 16.48, the open interest changed by -2 which decreased total open position to 805


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 865.6, which was 52.50 higher than the previous day. The implied volatity was 16.33, the open interest changed by -53 which decreased total open position to 801


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 813.1, which was -11.90 lower than the previous day. The implied volatity was 15.74, the open interest changed by 54 which increased total open position to 837


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 825, which was -111.00 lower than the previous day. The implied volatity was 16.34, the open interest changed by -134 which decreased total open position to 785


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 936, which was -246.40 lower than the previous day. The implied volatity was 15.94, the open interest changed by 407 which increased total open position to 936


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1182.4, which was -271.65 lower than the previous day. The implied volatity was 15.98, the open interest changed by 207 which increased total open position to 521


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1454.05, which was 20.60 higher than the previous day. The implied volatity was 16.00, the open interest changed by 107 which increased total open position to 314


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1433.45, which was -23.95 lower than the previous day. The implied volatity was 15.06, the open interest changed by 106 which increased total open position to 208


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1457.4, which was -908.45 lower than the previous day. The implied volatity was 15.06, the open interest changed by 101 which increased total open position to 101


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2365.85, which was 0.00 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2365.85, which was 2365.85 higher than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to